NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
23-May-2008 27-May-2008 Change Change % Previous Week
Open 130.75 131.95 1.20 0.9% 125.89
High 133.15 133.00 -0.15 -0.1% 135.78
Low 130.18 128.22 -1.96 -1.5% 124.95
Close 131.79 128.84 -2.95 -2.2% 131.79
Range 2.97 4.78 1.81 60.9% 10.83
ATR 3.27 3.38 0.11 3.3% 0.00
Volume 37,339 31,043 -6,296 -16.9% 106,426
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 144.36 141.38 131.47
R3 139.58 136.60 130.15
R2 134.80 134.80 129.72
R1 131.82 131.82 129.28 130.92
PP 130.02 130.02 130.02 129.57
S1 127.04 127.04 128.40 126.14
S2 125.24 125.24 127.96
S3 120.46 122.26 127.53
S4 115.68 117.48 126.21
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 163.33 158.39 137.75
R3 152.50 147.56 134.77
R2 141.67 141.67 133.78
R1 136.73 136.73 132.78 139.20
PP 130.84 130.84 130.84 132.08
S1 125.90 125.90 130.80 128.37
S2 120.01 120.01 129.80
S3 109.18 115.07 128.81
S4 98.35 104.24 125.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.78 126.59 9.19 7.1% 4.37 3.4% 24% False False 25,652
10 135.78 120.30 15.48 12.0% 3.71 2.9% 55% False False 17,160
20 135.78 108.00 27.78 21.6% 3.55 2.8% 75% False False 12,634
40 135.78 97.48 38.30 29.7% 2.82 2.2% 82% False False 8,869
60 135.78 96.67 39.11 30.4% 2.64 2.1% 82% False False 7,126
80 135.78 86.34 49.44 38.4% 2.29 1.8% 86% False False 5,605
100 135.78 84.60 51.18 39.7% 1.96 1.5% 86% False False 4,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153.32
2.618 145.51
1.618 140.73
1.000 137.78
0.618 135.95
HIGH 133.00
0.618 131.17
0.500 130.61
0.382 130.05
LOW 128.22
0.618 125.27
1.000 123.44
1.618 120.49
2.618 115.71
4.250 107.91
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 130.61 132.00
PP 130.02 130.95
S1 129.43 129.89

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These figures are updated between 7pm and 10pm EST after a trading day.

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